PREVIEW / futures_5min / 2015-07-01

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-01.parquet
  size:    248 KB
  rows:    14,470

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2015-07-01 00:00:00	ES	Futures	2195.22	2195.48	2194.95	2195.22	113.0
2015-07-01 00:05:00	ES	Futures	2195.22	2195.48	2194.95	2195.48	117.0
2015-07-01 00:10:00	ES	Futures	2195.22	2195.75	2195.22	2195.22	113.0
2015-07-01 00:15:00	ES	Futures	2195.48	2196.02	2195.48	2195.75	109.0
2015-07-01 00:20:00	ES	Futures	2195.75	2196.28	2195.75	2196.02	191.0
2015-07-01 00:25:00	ES	Futures	2196.28	2196.55	2196.02	2196.55	316.0
2015-07-01 00:30:00	ES	Futures	2196.55	2196.81	2196.28	2196.28	392.0
2015-07-01 00:35:00	ES	Futures	2196.28	2196.55	2196.28	2196.28	50.0
2015-07-01 00:40:00	ES	Futures	2196.02	2196.28	2195.75	2195.75	191.0
2015-07-01 00:45:00	ES	Futures	2195.75	2196.02	2195.75	2195.75	192.0
2015-07-01 00:50:00	ES	Futures	2196.02	2196.02	2195.48	2195.75	229.0
2015-07-01 00:55:00	ES	Futures	2196.02	2196.02	2195.48	2195.48	186.0
2015-07-01 01:00:00	ES	Futures	2195.75	2195.75	2194.95	2194.95	356.0
2015-07-01 01:05:00	ES	Futures	2195.22	2195.48	2194.95	2194.95	83.0
2015-07-01 01:10:00	ES	Futures	2194.95	2195.22	2194.68	2194.68	317.0
2015-07-01 01:15:00	ES	Futures	2194.95	2194.95	2194.15	2194.68	253.0
2015-07-01 01:20:00	ES	Futures	2194.95	2194.95	2194.42	2194.68	221.0
2015-07-01 01:25:00	ES	Futures	2194.68	2196.02	2194.68	2196.02	484.0
2015-07-01 01:30:00	ES	Futures	2196.02	2196.02	2195.48	2195.48	213.0
2015-07-01 01:35:00	ES	Futures	2195.75	2195.75	2195.22	2195.48	208.0
2015-07-01 01:40:00	ES	Futures	2195.48	2196.02	2194.95	2196.02	359.0
2015-07-01 01:45:00	ES	Futures	2196.02	2196.81	2196.02	2196.28	409.0
2015-07-01 01:50:00	ES	Futures	2196.28	2196.81	2195.75	2196.55	592.0
2015-07-01 01:55:00	ES	Futures	2196.55	2197.88	2196.55	2197.08	1726.0
2015-07-01 02:00:00	ES	Futures	2197.08	2199.74	2197.08	2198.68	4094.0
2015-07-01 02:05:00	ES	Futures	2198.68	2200.01	2198.68	2198.68	1540.0
2015-07-01 02:10:00	ES	Futures	2198.68	2199.48	2198.41	2199.21	923.0
2015-07-01 02:15:00	ES	Futures	2199.21	2199.74	2199.21	2199.21	1023.0
2015-07-01 02:20:00	ES	Futures	2199.21	2200.01	2198.94	2200.01	1092.0
2015-07-01 02:25:00	ES	Futures	2199.74	2201.61	2198.68	2198.94	2988.0
2015-07-01 02:30:00	ES	Futures	2198.94	2199.21	2198.15	2198.68	827.0
2015-07-01 02:35:00	ES	Futures	2198.94	2198.94	2198.15	2198.15	420.0
2015-07-01 02:40:00	ES	Futures	2197.88	2198.15	2197.35	2197.35	751.0
2015-07-01 02:45:00	ES	Futures	2197.61	2198.41	2197.35	2197.88	788.0
2015-07-01 02:50:00	ES	Futures	2197.88	2198.68	2197.61	2198.41	688.0
2015-07-01 02:55:00	ES	Futures	2198.41	2200.01	2198.15	2199.74	1027.0
2015-07-01 03:00:00	ES	Futures	2199.74	2200.28	2197.88	2198.15	3624.0
2015-07-01 03:05:00	ES	Futures	2198.15	2198.15	2195.75	2197.08	4539.0
2015-07-01 03:10:00	ES	Futures	2197.08	2197.88	2196.28	2196.55	2332.0
2015-07-01 03:15:00	ES	Futures	2196.55	2197.88	2196.28	2197.35	1785.0
2015-07-01 03:20:00	ES	Futures	2197.35	2197.61	2196.02	2196.28	1853.0
2015-07-01 03:25:00	ES	Futures	2196.55	2197.88	2196.28	2197.61	1601.0
2015-07-01 03:30:00	ES	Futures	2197.61	2201.07	2197.61	2200.81	3195.0
2015-07-01 03:35:00	ES	Futures	2200.54	2201.34	2200.01	2200.28	1735.0
2015-07-01 03:40:00	ES	Futures	2200.28	2200.81	2199.74	2200.28	1379.0
2015-07-01 03:45:00	ES	Futures	2200.54	2201.07	2200.28	2200.81	1286.0
2015-07-01 03:50:00	ES	Futures	2200.81	2201.07	2199.48	2199.48	1023.0
2015-07-01 03:55:00	ES	Futures	2199.74	2199.74	2198.68	2198.94	1425.0
2015-07-01 04:00:00	ES	Futures	2198.68	2199.21	2197.61	2198.15	1620.0
2015-07-01 04:05:00	ES	Futures	2197.88	2199.74	2197.35	2199.48	1488.0

> showing 50 of 14,470 rows — these rows as CSV

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